Index Research
Pure Factors
Factor & Style Index Report - Q1 2024

Factor & Style Index Report - Q1 2024

Quarterly Report covering US Pure Factor and Style Performance and attribution analysis - Q1 2024


Pure Value and Pure Momentum’s outperformance of 2023 extends into 2024

Factor Attribution: Targeted exposures drive most of Value and Momentum’s outperformance in Q1 2024

Growth Style continues to outpace Value Style for large caps

Pure Factors versus Style Indexes

Insights: Anatomy of a bubble - how a factor analysis of the TMT yields insight into current tech optimism.

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